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Distributed Computer and Communication Networks. Chapter: Optimization and Stability of Some Discrete-Time Risk Modelsкнига
- Автор: Bulinskaya Ekaterina V.
- Год издания: 2023
- Издательство: Springer Nature
- Местоположение издательства: Switzerland
- Объём: 15 страниц
- ISBN: 978-3-031-30647-1
- Монография
- DOI: 10.1007/978-3-031-30648-8
- Аннотация: An appropriate mathematical model is needed to study areal process or system. Dealing with such probability theory applicationsas communication, reliability, queueing, inventory, finance, insurance andmany others, a researcher usually considers input-output models.Modernperiod in actuarial sciences is characterized by consideration of complexsystems, interplay of cost and reliability approaches and wide use of computers,therefore it is desirable to treat discrete-time models. They cangive approximation to corresponding continuous-time ones. Moreover,in some cases they provide a better description of a real-life situation.So, we consider three discrete-time models and investigate their optimalperformance and stability.
- Добавил в систему: Булинская Екатерина Вадимовна